+233.1%
AMKR vs BURL
+247.8%
-14.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.0% |
| 7D | -8.4% | +5.9% | -14.2% | -10.5% |
| 30D | -29.8% | -8.3% | -21.5% | -27.7% |
| 3M | -34.7% | -31.6% | -3.0% | -25.2% |
| 6M | -54.9% | -16.6% | -38.3% | -52.9% |
| YTD | -12.3% | -12.1% | -0.2% | -10.0% |
| 1Y | -1.4% | -10.0% | +8.6% | -0.6% |
| 3Y | +51.1% | +94.3% | -43.2% | +9.4% |
| 5Y | +62.6% | -13.2% | +75.8% | +53.2% |
| 10Y | +233.1% | +252.5% | -19.5% | +114.6% |
| All | +233.1% | +247.8% | -14.8% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling